+52.3%
LVS vs FCEL
-100.0%
+152.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.5% |
| 7D | -1.5% | -15.8% | +14.3% | +0.2% |
| 30D | -3.2% | -29.3% | +26.1% | 0.0% |
| 3M | -12.0% | -30.1% | +18.2% | -12.0% |
| 6M | -19.9% | +74.4% | -94.3% | -30.6% |
| YTD | -30.6% | +104.5% | -135.2% | -41.6% |
| 1Y | -17.7% | +281.4% | -299.1% | -37.9% |
| 3Y | -14.2% | -66.1% | +51.9% | -21.8% |
| 5Y | +9.6% | -91.9% | +101.5% | +11.3% |
| 10Y | +5.7% | -99.2% | +104.9% | +3.3% |
| All | +52.3% | -100.0% | +152.2% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FCEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling